Tempus
Estrategia algorítmica Tempus para NinjaTrader 8. Tipo: volatility. 1 instrumentos. Categoría: Stocks. Backtest verificado con resultados reales.
Estrategia algorítmica Tempus para NinjaTrader 8. Tipo: volatility. 1 instrumentos. Categoría: Stocks. Backtest verificado con resultados reales. Starting from €1900. Fully automated with verified backtests and real performance data.
Strategy Overview
Volatility strategies capitalize on changes in market volatility rather than directional price movement. They may trade volatility expansion events, mean reversion in implied volatility, or structural volatility patterns. These strategies are particularly effective around economic announcements and market opens.
Strategy Type
This belongs to the volatility strategies category. Compare performance metrics across similar approaches to find the best fit for your trading style and risk tolerance.
Supported Instruments
Backtested on SP500 using historical tick data with transparent results including profit factor, maximum drawdown, win rate, average duration, and total net profit. Reports generated with realistic commission and slippage assumptions.
Key Performance Metrics Explained
Profit Factor measures the ratio of gross profits to gross losses over the entire backtest period. A profit factor above 1.0 means the strategy is profitable overall, while values above 1.5 indicate a strong edge. For example, a profit factor of 2.0 means the strategy earned twice as much on winning trades as it lost on losing trades. This metric is widely regarded as one of the most reliable single indicators of strategy quality because it accounts for both the frequency and magnitude of wins and losses.
Maximum Drawdown represents the largest peak-to-trough decline in account equity during the backtest. It answers the critical question: what is the worst-case scenario you should prepare for? A strategy with $50,000 net profit but $40,000 max drawdown carries significantly more risk than one with $30,000 profit and $10,000 drawdown. When evaluating drawdown, consider whether you could psychologically and financially withstand that decline while continuing to trade the system.
Win Rate is the percentage of trades that close at a profit. While a high win rate feels comfortable, it does not guarantee profitability on its own. Many successful trend-following strategies have win rates below 50% but compensate with large average winners. Conversely, high win rate strategies may have small average wins relative to their average losses. Always evaluate win rate in conjunction with the reward-to-risk ratio and profit factor.
How Algorithmic Trading Strategies Work
An algorithmic trading strategy is a set of mathematical rules encoded into software that automatically identifies trade setups, calculates position sizes, places orders, and manages risk without manual intervention. Unlike discretionary trading, where decisions depend on a trader's real-time interpretation of charts and market conditions, algorithmic strategies execute consistently based on predefined logic regardless of emotional state or cognitive bias.
The development process begins with a hypothesis about market behavior, such as the tendency for prices to break out of consolidation ranges or revert to a moving average after overextension. This hypothesis is translated into quantifiable rules with specific entry conditions, exit conditions, and risk parameters. The strategy is then backtested against historical market data spanning years or even decades to measure its statistical performance across different market regimes including trending, ranging, and volatile conditions.
NinjaTrader 8 provides the execution platform for these strategies, connecting directly to futures exchanges and brokers via data feeds from Rithmic, CQG, or Interactive Brokers. Once deployed, the strategy monitors real-time price data, evaluates its rule set on every bar or tick, and submits orders electronically when conditions are met. This eliminates execution delays, ensures discipline during volatile markets, and enables monitoring of multiple instruments simultaneously.
How to Evaluate This Strategy
Before committing capital to any algorithmic strategy, follow a structured evaluation process. First, review the backtest results across all supported instruments and timeframes. Look for consistency in the equity curve rather than a single explosive period of gains. A strategy that produces steady returns across different years and market conditions is more likely to perform well going forward than one whose profits came from a few outlier trades.
Second, examine the number of trades in the backtest. A strategy with fewer than 100 trades may not have enough statistical significance to draw reliable conclusions. More trades generally mean higher confidence that the measured edge is real rather than a result of random chance or curve fitting. Also consider the backtest period length: longer periods that include multiple bull markets, bear markets, and sideways regimes provide stronger validation of the strategy's robustness.
Third, run the strategy in NinjaTrader simulation mode for at least two to four weeks before going live. Paper trading allows you to verify that the strategy executes correctly with your broker connection, that fills match expectations, and that you are comfortable with the frequency and size of drawdowns. During this period, compare live simulation results with backtest expectations to check for discrepancies that might indicate overfitting or data quality issues.
What You Get
Every purchase includes the compiled strategy file, detailed installation instructions, recommended parameter settings for each supported instrument, and lifetime updates. You also receive backtest CSV data files for independent verification of all performance claims.
Risk Management and Execution
Built-in risk management includes maximum position size limits, daily loss limits, and automatic stop-loss placement on every trade. Entries and exits execute automatically based on the algorithm's rules, removing emotional decision-making from the trading process. The strategy supports both live trading and simulation mode, allowing you to paper trade before committing real capital. Compatible with Rithmic, CQG, and Interactive Brokers data feeds through NinjaTrader 8.
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